ADAPTIVE IMPLICIT FINITE DIFFERENCE FOR AMERICAN OPTIONS

Xie Wenjia, Huang Zhongyi

Mathematica Numerica Sinica ›› 2023, Vol. 45 ›› Issue (3) : 284-298.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2023, Vol. 45 ›› Issue (3) : 284-298. DOI: 10.12286/jssx.j2022-1025
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ADAPTIVE IMPLICIT FINITE DIFFERENCE FOR AMERICAN OPTIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2023, 45(3): 284-298 https://doi.org/10.12286/jssx.j2022-1025

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